+41.9%
EWT vs IRE
-97.2%
+139.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +39.6% | -35.7% | +0.7% |
| 7D | -11.7% | -27.2% | +15.4% | -10.7% |
| 30D | -23.2% | -75.1% | +51.9% | -16.7% |
| 3M | -12.5% | -77.9% | +65.4% | -5.5% |
| 6M | -5.9% | -94.6% | +88.7% | +7.0% |
| YTD | +40.5% | -91.5% | +132.0% | +51.6% |
| 1Y | +43.7% | -97.8% | +141.6% | +60.5% |
| All | +41.9% | -97.2% | +139.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling